It is the 21-year-old's second World Cup podium of his career. The first came in a classic sprint in Val di Fiemme.
"It feels good, of course. I couldn't have imagined this before the season. It feels like I'm skiing with confidence all day," Grahn tells Viaplay.
In the run-up, Grahn was in second place, but in the very last meters, Norwegian Lars Heggen caught up and reached out with his ski. After reviewing the finish photo, it was clear that Heggen took second place and the Swede finished third.
Italian veteran Federico Pellegrino won the sprint - his last in his career, as he is retiring after the season.
Sweden's Erik Johansson also made it to the final - his first in the World Cup. However, he fell there and finished last, 17.5 seconds behind Pellegrino.
Johannes Høsflot Klæbo, who had already secured the overall sprint cup title, did not compete in the sprint.
George Ersson advanced from the sprint qualifying round, but was eliminated in the quarterfinals.
Only Sunday's 20-kilometer mass start remains in this World Cup season.
